CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 0.9093 0.9062 -0.0031 -0.3% 0.9141
High 0.9093 0.9062 -0.0031 -0.3% 0.9141
Low 0.9091 0.9061 -0.0030 -0.3% 0.9073
Close 0.9091 0.9062 -0.0029 -0.3% 0.9091
Range 0.0002 0.0001 -0.0001 -50.0% 0.0068
ATR 0.0022 0.0023 0.0001 2.4% 0.0000
Volume 35 12 -23 -65.7% 336
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9065 0.9064 0.9063
R3 0.9064 0.9063 0.9062
R2 0.9063 0.9063 0.9062
R1 0.9062 0.9062 0.9062 0.9063
PP 0.9062 0.9062 0.9062 0.9062
S1 0.9061 0.9061 0.9062 0.9062
S2 0.9061 0.9061 0.9062
S3 0.9060 0.9060 0.9062
S4 0.9059 0.9059 0.9061
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9306 0.9266 0.9128
R3 0.9238 0.9198 0.9110
R2 0.9170 0.9170 0.9103
R1 0.9130 0.9130 0.9097 0.9116
PP 0.9102 0.9102 0.9102 0.9095
S1 0.9062 0.9062 0.9085 0.9048
S2 0.9034 0.9034 0.9079
S3 0.8966 0.8994 0.9072
S4 0.8898 0.8926 0.9054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9122 0.9061 0.0061 0.7% 0.0011 0.1% 2% False True 51
10 0.9141 0.9061 0.0080 0.9% 0.0011 0.1% 1% False True 43
20 0.9162 0.9060 0.0102 1.1% 0.0012 0.1% 2% False False 35
40 0.9356 0.9060 0.0296 3.3% 0.0011 0.1% 1% False False 37
60 0.9356 0.9060 0.0296 3.3% 0.0010 0.1% 1% False False 37
80 0.9356 0.9041 0.0315 3.5% 0.0010 0.1% 7% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9066
2.618 0.9065
1.618 0.9064
1.000 0.9063
0.618 0.9063
HIGH 0.9062
0.618 0.9062
0.500 0.9062
0.382 0.9061
LOW 0.9061
0.618 0.9060
1.000 0.9060
1.618 0.9059
2.618 0.9058
4.250 0.9057
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 0.9062 0.9077
PP 0.9062 0.9072
S1 0.9062 0.9067

These figures are updated between 7pm and 10pm EST after a trading day.

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